Taylor and Thompson [15] introduced a clever algorithm for simulating multivariate continuous data sets that resemble the original data. Their approach is predicated upon determining a few nearest neighbors of a given row of data through a statistical distance measure, and subsequently combining...

This paper describes how to write Stata programs to estimate the power of virtually any statistical test that Stata can perform. Examples given include the t test, Poisson regression, Cox regression, and the nonparametric rank-sum test. Copyright 2002 by Stata Corporation.

Besides speed and period length, the quality of uniform random number generators (RNGs) is usually assessed by measuring the uniformity of their point sets, formed by taking vectors of successive output values over their entire period length. For F2-linear generators, the commonly adopted...

This article discusses construction of maximally equidistributed (ME) linear feedback shift register generators by using linear output transformations. We introduce a new strategy to find linear output transformations attaining the ME property, and apply it to the WELL generators and the...

Different stochastic simulation methods are used in order to check the robustness of the outcome of policy simulations with a macroeconometric model. A macroeconometric disequilibriummodel of the West German economy is used to analyze a reform proposal for the tax system. The model was estimated...

Different stochastic simulation methods are used in order to check the robustness of the outcome of policy simulations with a macroeconometric model. A macroeconometric disequilibriummodel of the West German economy is used to analyze a reform proposal for the tax system. The model was estimated...

Different stochastic simulation methods are used in order to check the robustness of the outcome of policy simulations with a macroeconometric model. A macroeconometric disequilibriummodel of the West German economy is used to analyze a reform proposal for the tax system. The model was estimated...

In the sport of Highland Dance, Championships are often contested where the order of dance is randomized in each of the four dances. As it is a widely held belief that competing in the latter sets is advantageous, this paper develops algorithms where balance is achieved in the dance order....

We introduce a non-empirical test on pseudorandom number generators (prng), named sum-discrepancy test. We compute the distribution of the sum of consecutive m outputs of a prng to be tested, under the assumption that the initial state is uniformly randomly chosen. We measure its discrepancy...